S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.7957	3.09
$α$	0.0755	2.80
$β$	0.8221	11.84
$γ_{1}$	-0.4902	-0.44
$γ_{2}$	2.4118	1.56
$γ_{3}$	-3.9547	-4.23
$γ_{4}$	3.3841	4.04
$γ_{5}$	-1.6035	-1.91
$γ_{6}$	-0.4132	-0.32

V-Lab

BMO MSCI USA Selection Equity Index ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.85% (+1.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BMO MSCI USA Selection Equity Index ETF Analyses